CBOE: How do volatility, earnings, and options work together?

Learn how volatility rises and falls around earnings and what strategies you can employ to trade around corporate earnings.

  • Facebook.
  • Twitter.
  • LinkedIn.
  • Print

Trading options around corporate earnings is one of the more aggressive trading strategies that exists. Sometimes, there can be a great amount of uncertainty in how a company will frame future forecasts. Surprise earnings data can trigger a bullish or bearish stock price change that can create an erratic options trading environment that is tough for any trader to handle. When trading earnings, it is important to understand that there can be a volatility change component and a stock change component.

In this recorded webinar, we covered how implied volatility rises and collapses around earnings. We also discussed a few common theories and trading strategies that pro traders employ when trading around corporate earnings.


Download slides (PDF) | Download transcript (PDF)



  • Facebook.
  • Twitter.
  • LinkedIn.
  • Print
close
Please enter a valid e-mail address
Please enter a valid e-mail address
Important legal information about the e-mail you will be sending. By using this service, you agree to input your real e-mail address and only send it to people you know. It is a violation of law in some jurisdictions to falsely identify yourself in an e-mail. All information you provide will be used by Fidelity solely for the purpose of sending the e-mail on your behalf.The subject line of the e-mail you send will be "Fidelity.com: "

Your e-mail has been sent.
close

Your e-mail has been sent.